I won’t say I love playing in the cold, but I’ve come to not mind it.
First thing is you have to set proper expectations. The ball isn’t going to fly as far and you’re wearing multiple layers, so get your mind ready to play longer approach shots than you’re used to.
Then do whatever you have to in order to keep your hands warm. I have Titleist mittens that I wear between every shot. It’s an added step, but I find that it helps my touch around the greens (may be entirely mental). Others I know use hand warmers that they purchase at the local HW store (same things hunters use).
I also always wear a stocking cap. You lose most of your body heat through your head, so keeping that warm is critical.
Last thing I’ve found that helps immensely is walking (if you’re able). This keeps your blood flowing and helps you get warm and stay warm.